Other sites

Monthly Archives: March 2011

When we have a statistically significant effect in ANOVA and an independent variable of more than two levels, we typically want to make follow-up comparisons. There are numerous methods for making pairwise comparisons and this tutorial will demonstrate...

When we have a statistically significant effect in ANOVA and an independent variable of more than two levels, we typically want to make follow-up comparisons. There are numerous methods for making pairwise comparisons and this tutorial will demonstrate...

In “What the hell is a variance matrix?” I talked about the basics of variance matrices and highlighted challenges for estimating them in finance. Here we look more deeply at the most popular estimation technique. Models for variance matrices The types of variance estimates that are used in finance can be classified as: Sample estimate … Continue reading...

There are situations where we might want to run R on a standalone machine so need to download a (potentially) large number of packages to install on this system. Rather than having to through the pain of searching through CRAN to find the packages and all the dependencies and manually download, it would be nice

This post is the last in a series of four on boxplots and some of their extensions. Previous posts in this series have discussed basic boxplots, modified boxplots based on a robust asymmetry measure, and violin plots, an alternative that essentia...

This first post of the Backtesting in Excel and R series will provide some resources to help smooth the transition from the familiarity and comfort of Excel to the potentially strange and intimidating world of R.I made my voyage from Excel to R more th...

This first post of the Backtesting in Excel and R series will provide some resources to help smooth the transition from the familiarity and comfort of Excel to the potentially strange and intimidating world of R.I made my voyage from Excel to R more th...

Choropleth Maps are very useful to visualize spatial trends. There have been several blog posts providing detailed instructions on how to create a choropleth map in R using map, spplot and ggplot2. However, I believe that the p...

In data analysis it is often nice to look at all pairwise combinations of continuous variables in scatterplots. Up until recently, I have used the function splom in the package lattice, but ggplot2 has superior aesthetics, I think anyway.Here a fe...

The doSMP package (and its companion package, revoIPC), previously bundled only with Revolution R, is now available on CRAN for use with open-source R under the GPL2 license. In short, doSMP makes it easy to do SMP parallel processing on a Windows box with multiple processors. (It works on Mac and Linux too, but it's been relatively easy to...